Here's a breakdown:
* Comprendio: This is the third-person singular form of the verb "comprender," which means "to understand."
* lo: This is the direct object pronoun "it" or "him/her," referring to "what I said."
* que: This is the conjunction "that."
* dije: This is the past tense of the verb "decir," which means "to say."
Therefore, the entire phrase translates to "You understood what I said."